+19.7%
QCOM vs ROL
+14.4%
+5.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.6% | +1.7% |
| 7D | +2.0% | +0.8% | +1.2% | +1.8% |
| 30D | +1.2% | +20.6% | -19.4% | -2.6% |
| 3M | +9.1% | +4.5% | +4.6% | +8.0% |
| 6M | -25.0% | -26.5% | +1.5% | -19.5% |
| YTD | +4.8% | -34.8% | +39.7% | +15.7% |
| 1Y | +3.6% | -33.2% | +36.8% | +13.4% |
| 3Y | +51.5% | +4.5% | +47.0% | +41.9% |
| 5Y | +19.7% | +15.5% | +4.2% | +0.9% |
| All | +19.7% | +14.4% | +5.3% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ROL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling